. use "F:\RIHNFellowship\JustANDPope-Model-Analysis\JPmodel2010\Gnut2010.

dta", clear

. do "F:\RIHNFellowship\JustANDPope-Model-Analysis\myjpmle1.do"

. program define myjpmle1

1. version 1.0
2. args lnf Xb Xd
3. quietly replace `lnf' = -`Xd'/2+ln(normd(($ML_y1-`Xb')/sqrt(exp(`Xd'))))
4. end

.
end of do-file

. ml model lf myjpmle1 ( yield= r t tv rv time r2 t2 rt)( yield= r t time)

. ml maximize

initial: log likelihood = -286.9998

alternative: log likelihood = -214.81811
rescale: log likelihood = -214.81811
rescale eq: log likelihood = -113.17031
Iteration 0: log likelihood = -113.17031 (not concave)
Iteration 1: log likelihood = -41.659768 (not concave)
Iteration 2: log likelihood = -10.926363 (not concave)
Iteration 3: log likelihood = 1.5912653 (not concave)
Iteration 4: log likelihood = 4.6078209
Iteration 5: log likelihood = 24.059043
Iteration 6: log likelihood = 27.544131
Iteration 7: log likelihood = 28.269552
Iteration 8: log likelihood = 28.272175
Iteration 9: log likelihood = 28.272175

Number of obs = 150

Wald chi2(8) = 258.41
Log likelihood = 28.272175 Prob > chi2 = 0.0000

Coef. Std. Err. z P>|z| [95% Conf. Interval]

eq1
r -.2922029 .1455936 -2.01 0.045 -.5775611 -.0068448
t .2706963 .569097 0.48 0.634 -.8447134 1.386106
tv .0206013 .0389814 0.53 0.597 -.0558009 .0970035
rv .0207504 .0391201 0.53 0.596 -.0559236 .0974243
time .0286652 .0019218 14.92 0.000 .0248987 .0324318
r2 .000987 .0017923 0.55 0.582 -.0025258 .0044997
t2 -.0066418 .0101491 -0.65 0.513 -.0265337 .01325
rt .010293 .0055146 1.87 0.062 -.0005155 .0211015
_cons -1.61758 8.015359 -0.20 0.840 -17.32739 14.09223

eq2
r -.0840924 .0599291 -1.40 0.161 -.2015512 .0333664
t .0720664 .0999391 0.72 0.471 -.1238107 .2679435
time .0394881 .0133977 2.95 0.003 .0132291 .0657471
_cons -5.073905 2.638192 -1.92 0.054 -10.24467 .0968561